Results 51 to 60 of about 545,959 (267)
Multilevel Markov Chain Monte Carlo Method for High-Contrast Single-Phase Flow Problems [PDF]
, 2014 In this paper we propose a general framework for the uncertainty quantification of quantities of interest for high-contrast single-phase flow problems.
Efendiev, Yalchin +3 more
core +1 more source
Multilevel Monte Carlo for Reliability Theory
Reliability Engineering & System Safety, 2017 As the size of engineered systems grows, problems in reliability theory can become computationally challenging, often due to the combinatorial growth in the cut sets. In this paper we demonstrate how Multilevel Monte Carlo (MLMC) - a simulation approach which is typically used for stochastic differential equation models - can be applied in reliability ...
Aslett, L. J. M. +2 more
openaire +4 more sources
Multilevel Monte Carlo in approximate Bayesian computation [PDF]
Stochastic Analysis and Applications, 2019 In the following article we consider approximate Bayesian computation (ABC) inference. We introduce a method for numerically approximating ABC posteriors using the multilevel Monte Carlo (MLMC). A sequential Monte Carlo version of the approach is developed and it is shown under some assumptions that for a given level of mean square error, this method ...
Jasra, Ajay +4 more
openaire +3 more sources
Implementing a Simulation Study Using Multiple Software Packages for Structural Equation Modeling
SAGE Open, 2015 A Monte Carlo simulation study is an essential tool for evaluating the behavior of various quantitative methods including structural equation modeling (SEM) under various conditions.
Sunbok Lee
doaj +1 more source
Frontiers in Digital Health, 2023 Advances in digital technology have greatly increased the ease of collecting intensive longitudinal data (ILD) such as ecological momentary assessments (EMAs) in studies of behavior changes.
Linying Ji +7 more
doaj +1 more source
Bayesian multilevel model on maternal mortality in Ethiopia
Journal of Big Data, 2021 Maternal mortality is one of the socio-economic problems and widely considered a serious indicator of the quality of a health. Ethiopia is considered to be one of the top six sub-Saharan countries with severe maternal mortality.
Shibiru Jabessa, Dabala Jabessa
doaj +1 more source
Multilevel Accelerated Quadrature for PDEs with Log-Normally Distributed Diffusion Coefficient [PDF]
, 2016 This article is dedicated to multilevel quadrature methods for the rapid solution of stochastic partial differential equations with a log-normally distributed diffusion coefficient.
Harbrecht, Helmut +2 more
core +1 more source
Multilevel Monte Carlo for Smoothing via Transport Methods [PDF]
SIAM Journal on Scientific Computing, 2018 In this article we consider recursive approximations of the smoothing distribution associated to partially observed stochastic differential equations (SDEs), which are observed discretely in time. Such models appear in a wide variety of applications including econometrics, finance and engineering.
Houssineau, Jeremie +2 more
openaire +4 more sources
European Journal of Personality, EarlyView., 2020 Abstract Vocational interests are traditionally conceived as stable preferences for different activities. However, recent theorizing suggests their intraindividual variability. This preregistered experience sampling study examined intraindividual variation in selected vocational interests states and related situation and person factors (N = 237 ...
Lena Roemer +3 more
wiley +1 more source
Multilevel Monte Carlo method for the Brownian configuration field of polymer fluids
AIP Advances, 2020 Stochastic Brownian dynamics is an extremely powerful way to simulate the polymer dynamics in solutions and melts. Mathematically, these models are described by stochastic differential equations.
Jin Su +3 more
doaj +1 more source